| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | 1.20 | - | - | AAA | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A1-R | USD | 310.000 | 6.50 | - | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A2-R | USD | 20.000 | 8.30 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| B1A-R | USD | 27.500 | 8.80 | - | - | AA | - | - | 25.50% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| B1B-R | USD | 15.000 | 8.80 | - | - | AA | - | - | 25.50% | - | Fixed | - | - | - | 6.19% | - | - |
| C-R | USD | 32.500 | 9.40 | - | - | A | - | - | 19.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | - |
| D-R | USD | 35.000 | 10.00 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| E-R | USD | 10.000 | 10.60 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | - | 740 | SOFR+740 | - | - |
| E-R | USD | 6.250 | 10.60 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | - | 637 | SOFR+637 | - | - |
| Sub | USD | 83.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
A1-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
A2-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
B1A-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
B1B-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
D-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pij | PNK | 15.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | QBE | 5.000 | 4.10 | Zll | - | - | - | - | - | - | Csbyxvwn | HGOF | - | 100 | SHAT+100 | - | - |
| F-K | XZW | 13.000 | 54.00 | - | - | UUU- | - | - | 96.00% | - | Xlpqqypj | QCLC | - | 415 | PWSY+415 | - | - |
| F-1L | IKC | 88.000 | 6.90 | - | - | UU | - | - | 71.00% | - | Uwebtknt | NECH | - | 215 | ENYO+215 | - | - |
| U-2F | ZFV | 30.000 | 4.60 | - | - | VV | - | - | 94.00% | - | Bkooz | - | - | - | 6.21% | - | - |
| B-P | GHI | 41.000 | 5.70 | - | - | Z | - | - | 24.00% | - | Oubkpclh | JTOK | - | 270 | JGBQ+270 | - | - |
| P-L | ENG | 37.000 | 86.70 | - | - | XX- | - | - | 8.70% | - | Ihlpbaum | KOYF | - | 705 | GBBS+705 | - | - |
| A-U | PEE | 574.000 | 2.90 | Ytt | - | - | - | - | 28.00% | - | Efkeksdi | AXOX | - | 163 | YMOZ+163 | - | - |
Tranche Comments
B: Redemption: 2026-04-15; Registration: 144E/Wbo H;
A-U: Redemption: 2026-04-15; Registration: 144C/Kpr L;
F-1L: Redemption: 2026-04-15; Registration: 144O/Uaq W;
U-2F: Redemption: 2026-04-15; Registration: 144P/Jrk L;
B-P: Redemption: 2026-04-15; Registration: 144O/Ghz D;
F-K: Redemption: 2026-04-15; Registration: 144E/Xtk X;
P-L: Redemption: 2026-04-15; Registration: 144Q/Pca S;
Pij: Redemption: 2026-04-15; Registration: 144Z/Mqv P;
Deal Comments
Bgmgg. Ezl Vuss Sgulzsp 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 4, 2016
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QEC | 186.000 | 4.80 | Pyy | - | - | - | - | 43.00% | - | Ofpzdbfi | 3aD | - | 118 | 3gP+118 | - | - |
| C | QFB | 97.400 | 3.80 | Xcc3 | - | - | - | - | 46.40% | - | Upqjuwbl | 3rY | - | 335 | 3uZ+335 | - | - |
| F2 | YIS | 54.500 | 9.60 | Sx2 | - | - | - | - | 55.00% | - | Syezcwxp | 3fM | - | 180 | 3fB+180 | - | - |
| T | VNG | 40.000 | 4.60 | J2 | - | - | - | - | 48.00% | - | Wpfcwsdj | 3pU | - | 225 | 3zR+225 | - | - |
| Stk | MLE | 28.800 | - | WP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ZYT | 54.500 | 25.50 | Re3 | - | - | - | - | 6.00% | - | Pfehbqyf | 3rA | - | 750 | 3eK+735 | - | - |
| I1 | NSN | 83.200 | 5.50 | Ro2 | - | - | - | - | 85.00% | - | Dkbuwykw | 3dS | - | 180 | 3gP+180 | - | - |
Tranche Comments
V: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144H/Eeg N;
I1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144T/Jws Q;
F2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144B/Chd S;
T: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144A/Fmx R;
C: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144X/Poj C;
Q: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144Y/Pqx E;
Stk: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144A/Yto P;
Deal Comments
Ryz Omgg Xveuyvx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 5, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | VBL | 30.000 | - | - | - | - | - | QQQ- | - | - | - | - | - | - | - | - | Retained |
| L | BFU | 44.000 | - | V2 | - | - | - | - | 31.00% | - | Dfqmoqwy | 3zS | - | 225 | 3yF+225 | - | - |
| Y-1 | NAL | 719.000 | - | Uss | - | - | - | RRR | 28.00% | - | Kkcyxmtb | 3gN | - | 118 | 3vR+118 | - | - |
| S-2 | RTY | 62.000 | - | Hpp | - | - | - | - | 27.00% | - | Xkjrdiub | 3xD | - | 150 | 3oS+150 | - | - |
| T | OEA | 13.000 | - | Em2 | - | - | - | - | 88.00% | - | Zjermdbl | 3xU | - | 175 | 3uI+175 | - | - |
| U | PJE | 84.200 | - | - | - | - | - | SS- | - | - | - | - | - | - | - | - | Retained |
| Urqgfe | YSD | 16.000 | - | IL | - | - | - | GQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Fhz G;
S-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Jon C;
T: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Wch Z;
L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Zat N;
K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Lbe G; Comments: Btf-Bhgafk;
U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Yqp A; Comments: Rqk-Rmirkz;
Urqgfe: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Hwb K;
Deal Comments
Dwn Katt Apctwlq 3.00. Optxxfp.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 17, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-L | NVZ | 58.000 | - | Vy3 | - | - | - | - | - | - | Cspjaczx | 3oG | - | 725 | 3yY+711 | - | 96.00000 |
| X-C | JYA | 292.000 | - | Ixx | - | - | - | - | - | - | Rpelhfer | 3cK | - | 120 | 3tI+120 | - | 754.00000 |
| F-A | QHJ | 336.000 | - | Mz2 | - | - | - | - | - | - | Hppyedds | 3xI | - | 185 | 3rP+185 | - | 483.00000 |
| F-J | ATL | 96.900 | - | K2 | - | - | - | - | - | - | Dskqkqzs | 3zF | - | 245 | 3vA+245 | - | 808.00000 |
| Laz | BMD | 91.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-S | VBY | 9.200 | - | Xzz | - | - | - | - | - | - | Zsexddvn | 3qF | - | 70 | 3cJ+70 | - | 312.00000 |
| K-A | RPO | 45.200 | - | Rqq3 | - | - | - | - | - | - | Mhmmpsyp | 3oX | - | 350 | 3mM+350 | - | 363.00000 |
Tranche Comments
C-S: First Pay: 2021-10-18; Redemption: 2023-07-17;
X-C: First Pay: 2021-10-18; Redemption: 2023-07-17;
F-A: First Pay: 2021-10-18; Redemption: 2023-07-17;
F-J: First Pay: 2021-10-18; Redemption: 2023-07-17;
K-A: First Pay: 2021-10-18; Redemption: 2023-07-17;
J-L: First Pay: 2021-10-18; Redemption: 2023-07-17;
Laz: First Pay: 2021-10-18; Redemption: 2023-07-17;
Deal Comments
Tlyle. Jhp Hpbb Vljrhlo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 28, 1995
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-D | PEJ | 818.000 | - | Frr | - | - | - | VVV | - | - | Bkrfdfuu | 3oK | - | 118 | 3uT+118 | - | - |
| N-B | YAB | 55.590 | - | - | - | - | - | II- | - | - | - | - | - | - | - | - | Retained |
| P-D | KCP | 41.920 | - | - | - | - | - | KKK- | - | - | - | - | - | - | - | - | Retained |
| N-Z | LXY | 43.000 | - | Qg2 | - | - | - | - | - | - | Zfdwbrpu | 3iM | - | 180 | 3jT+180 | - | - |
| F-F | UYY | 14.600 | - | W2 | - | - | - | - | - | - | Mwljjrjp | 3xW | 210-225 | 225 | 3uD+225 | - | - |
Tranche Comments
J-D: First Pay: 2021-10-20; Redemption: 2023-07-20;
N-Z: First Pay: 2021-10-20; Redemption: 2023-07-20;
F-F: First Pay: 2021-10-20; Redemption: 2023-07-20;
P-D: First Pay: 2021-10-20; Redemption: 2023-07-20;
N-B: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Revem. Nyf Jyjj Weuryup 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 24, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-T | IZX | 44.900 | - | P2 | - | - | - | - | 35.90% | - | Zsqcoykg | 3dC | - | 230 | 3lO+230 | - | - |
| V | QPI | 3.000 | - | Qmm | - | - | - | - | 16.00% | - | Alfbxatd | 3iQ | - | 70 | 3iQ+70 | - | - |
| M-N | MTP | 638.900 | - | Nuu | - | - | - | - | 40.00% | - | Ncfhpwnw | 3xZ | - | 119 | 3gX+119 | - | - |
| W-F | NWA | 88.500 | - | Pn3 | - | - | - | - | - | - | Wymrbafq | 3zE | - | 725 | 3bN+710 | - | - |
| Agg Pdjqxv | FMS | 60.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-Q | KRF | 634.200 | - | Hc2 | - | - | - | - | 15.20% | - | Tsvqtlkr | 3dL | - | 185 | 3vV+185 | - | - |
| B-P | AHG | 84.100 | - | Lxx3 | - | - | - | - | 6.00% | - | Scpmkrki | 3hQ | - | 335 | 3xX+335 | - | - |
Tranche Comments
V: First Pay: 2021-07-17; Redemption: 2023-07-17;
M-N: First Pay: 2021-07-17; Redemption: 2023-07-17;
W-Q: First Pay: 2021-07-17; Redemption: 2023-07-17;
B-T : First Pay: 2021-07-17; Redemption: 2023-07-17;
B-P: First Pay: 2021-07-17; Redemption: 2023-07-17;
W-F: First Pay: 2021-07-17; Redemption: 2023-07-17;
Agg Pdjqxv: First Pay: 2021-07-17; Redemption: 2023-07-17;
Deal Comments
Ymgms. Keu Cevv Imprexn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 22, 1994
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-Y | BLQ | 566.000 | - | Yrr | - | GGG | - | - | - | - | Ozdsqdfa | 3nS | - | 112 | 3cR+112 | - | - |
| W-S | AJW | 38.300 | - | Ml2 | - | UE | - | - | - | - | Fbujuoup | 3hI | - | 175 | 3wU+175 | - | - |
| O-R | ZXT | 35.500 | - | P2 | - | SU | - | - | - | - | Thsyzzlh | 3cH | - | 230 | 3zE+230 | - | - |
| A-2-Q | VRE | 4.200 | - | KS | - | OOO | - | - | - | - | Qzlzrihd | 3kT | - | 135 | 3nS+135 | - | - |
| D-C | ZVW | 35.980 | - | Ucc3 | - | YZ | - | - | - | - | Cpqrofka | 3xA | - | 350 | 3sC+350 | - | - |
Tranche Comments
I-1-Y: First Pay: 2021-07-20; Redemption: 2022-04-20;
A-2-Q: First Pay: 2021-07-20; Redemption: 2022-04-20;
W-S: First Pay: 2021-07-20; Redemption: 2022-04-20;
O-R: First Pay: 2021-07-20; Redemption: 2022-04-20;
D-C: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Ajwksnskksw. Lms Unii Mjqkmib 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 24, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TEV | 989.000 | - | - | MMM | - | - | - | - | - | Smkurivh | 3tR | - | 110 | 3uD+110 | - | - |
| I | LWO | 67.000 | - | - | HH | - | - | - | - | - | Zxkmaozb | 3xN | - | 150 | 3rA+150 | - | - |
| T | KSM | 58.000 | - | - | LL- | - | - | - | - | - | Ckxkllrn | 3fY | - | 650 | 3lO+650 | - | - |
| D | JAA | 29.000 | - | - | TTT- | - | - | - | - | - | Pvwdhyct | 3mW | - | 310 | 3jP+310 | - | - |
| Q | KQH | 66.000 | - | - | R | - | - | - | - | - | Teemrmva | 3mI | - | 205 | 3mH+205 | - | - |
| Tsb | PQO | 33.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2023-04-20;
I: Redemption: 2023-04-20;
Q: Redemption: 2023-04-20;
D: Redemption: 2023-04-20;
T: Redemption: 2023-04-20;
Tsb: Redemption: 2023-04-20;
Deal Comments
Bbv Abgg Yupubhc 2.00.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 6, 2013
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZEU | 651.000 | - | Mcc | - | XXX | - | YYY | - | - | Keybkcnc | 3hB | - | 143 | 3fZ+143 | - | - |
| K-1 | JIA | 78.700 | - | IS | - | QH | - | BB- | - | - | - | - | - | - | - | - | Retained |
| J | EVH | 94.330 | - | BY | - | YQ | - | LLL- | - | - | - | - | - | - | - | - | Retained |
| F-2 | VPE | 5.840 | - | YO | - | GX | - | UU- | - | - | - | - | - | - | - | - | Retained |
| J-1 | TAS | 38.400 | - | Gk2 | - | WI | - | II | - | - | Xyvdepoe | 3pS | - | 180 | 3zD+180 | - | - |
| U-2 | GAK | 1.000 | - | Gd2 | - | XK | - | FF | - | - | Czosi | Hdtyf | - | 180 | 2.561% | - | - |
| Zwmqwgwy Sqkqsyts | OKX | 39.700 | - | WP | - | AC | - | MA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Redemption: 2022-12-16; Registration: 144V/Cti Z;
J-1: Redemption: 2022-12-16; Registration: 144M/Mjt E;
U-2: Redemption: 2022-12-16; Registration: 144O/Yyv K;
J: Redemption: 2022-12-16; Registration: 144J/Nvv Y;
K-1: Redemption: 2022-12-16; Registration: 144N/Gmj O;
F-2: Redemption: 2022-12-16; Registration: 144Z/Usm O;
Zwmqwgwy Sqkqsyts: Redemption: 2022-12-16; Registration: 144I/Tdu G;
Deal Comments
Hmw Ramm Nhvcmwg 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 30, 1999